Adjusted jackknife for imputation under unequal probability sampling without replacement
Adjusted jackknife for imputation under unequal probability sampling without replacement
Imputation is commonly used to compensate for item non-response in sample surveys. If we treat the imputed values as if they are true values, and then compute the variance estimates by using standard methods, such as the jackknife, we can seriously underestimate the true variances. We propose a modified jackknife variance estimator which is defined for any without-replacement unequal probability sampling design in the presence of imputation and non-negligible sampling fraction. Mean, ratio and random-imputation methods will be considered. The practical advantage of the method proposed is its breadth of applicability
531-547
Berger, Yves G.
8fd6af5c-31e6-4130-8b53-90910bf2f43b
Rao, J.N.K.
454eb7c8-c6e0-4f97-bd2f-d9e986075fb6
2006
Berger, Yves G.
8fd6af5c-31e6-4130-8b53-90910bf2f43b
Rao, J.N.K.
454eb7c8-c6e0-4f97-bd2f-d9e986075fb6
Berger, Yves G. and Rao, J.N.K.
(2006)
Adjusted jackknife for imputation under unequal probability sampling without replacement.
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 68 (3), .
(doi:10.1111/j.1467-9868.2006.00555.x).
Abstract
Imputation is commonly used to compensate for item non-response in sample surveys. If we treat the imputed values as if they are true values, and then compute the variance estimates by using standard methods, such as the jackknife, we can seriously underestimate the true variances. We propose a modified jackknife variance estimator which is defined for any without-replacement unequal probability sampling design in the presence of imputation and non-negligible sampling fraction. Mean, ratio and random-imputation methods will be considered. The practical advantage of the method proposed is its breadth of applicability
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Published date: 2006
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Local EPrints ID: 34129
URI: http://eprints.soton.ac.uk/id/eprint/34129
ISSN: 1369-7412
PURE UUID: ccaa78ad-f544-479f-b913-0756b080d005
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Date deposited: 16 May 2006
Last modified: 16 Mar 2024 03:03
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Author:
J.N.K. Rao
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